Stock Prices and Volume STOR A.Ronald Gallant;Peter E.Rossi;George Tauchen The Review of Financial Studies,Volume 5,Issue 2 (1992).199-242 Stable URL: hutp://links.jstor.org/sici?sici=0893-9454%281992%295%3A2%3C199%3ASPAV3E2.0.CO%3B2-Y Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use,available at http://www.jstor.org/about/terms.html.JSTOR's Terms and Conditions of Use provides,in part,that unless you have obtained prior permission,you may not download an entire issue of a journal or multiple copies of articles,and you may use content in the JSTOR archive only for your personal,non-commercial use. Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. The Review of Financial Studies is published by Oxford University Press.Please contact the publisher for further permissions regarding the use of this work.Publisher contact information may be obtained at http://www.jstor.org/journals/oup.html. The Review of Financial Studies 1992 Oxford University Press JSTOR and the JSTOR logo are trademarks of JSTOR,and are Registered in the U.S.Patent and Trademark Office. For more information on JSTOR contact jstor-info@umich.edu. ©2003 JSTOR http://www.jstor.org/ Mon Feb1708:55:332003